Mastering Interest Rate Risk Strategy: The Mastering Series
Autor Victor Macraeen Limba Engleză Paperback – 13 mai 2015
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Specificații
ISBN-13: 9781292017563
ISBN-10: 1292017562
Pagini: 232
Ilustrații: NO
Dimensiuni: 151 x 233 x 15 mm
Greutate: 0.36 kg
Editura: Pearson Education
Seria The Mastering Series
ISBN-10: 1292017562
Pagini: 232
Ilustrații: NO
Dimensiuni: 151 x 233 x 15 mm
Greutate: 0.36 kg
Editura: Pearson Education
Seria The Mastering Series
Cuprins
- Part 1 KEY LEARNING POINTS FROM PAST DERIVATIVES BLUNDERS
- 1 Introduction
- Part 2 UNDERSTANDING THE FIRM'S EXPOSURE TO INTEREST RATE RISK
- 2 Four sources of exposure to interest rate risk
- 3 Bank financing as primary source of exposure
- Part 3 MEASURING THE IMPACT OF INTEREST RATE RISK ON THE FIRM
- 4 The financial markets
- 5 Financial statement impact from interest rate movements
- Part 4 HEDGING MAKES SENSE UNDER SPECIFIC CIRCUMSTANCES ONLY
- 6 Introduction
- Part 5 SELECTING THE BEST POSSIBLE DERIVATIVE
- 7 Interest rate derivatives
- 8 Linear derivatives
- 9 Options
- Part 6 How to formulate the optimal strategy: The analytical method
- 10 Introduction
- Appendix I: Central case Trader
- Appendix II: Proof of the analytical method
- Resources
- Glossary
- Index